+1,560.7%
LLY vs TGT
+207.2%
+1,353.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -3.2% | -5.0% | +1.9% | -2.4% |
| 30D | -7.4% | +3.0% | -10.5% | -7.9% |
| 3M | -1.0% | +22.6% | -23.7% | -4.3% |
| 6M | +12.5% | +31.2% | -18.7% | +7.6% |
| YTD | +5.0% | +63.7% | -58.7% | -3.1% |
| 1Y | +49.8% | +78.5% | -28.7% | +36.1% |
| 3Y | +95.5% | +40.5% | +54.9% | +78.7% |
| 5Y | +390.7% | -25.6% | +416.2% | +396.8% |
| All | +1,560.7% | +207.2% | +1,353.5% | +1,144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling